I like to gut em and leave whole. fill the cavity with lemon wedges, lemon pepper, and chunks of butter. Cover outside with more lemon pepper and wrap with foil. Grill about 4 min a side and enjoy! Delicious!

Pan seared is good too: cover the filets with Cajun seasoning, squirt a lemon on them then toss them in some flour. Remove excess flour and sear in a medium-high skillet with olive oil. Add some butter to the pan when you flip them. Sear hard until their is a golden crust.